STRATEGY VWAP MOMENTUM

20251031 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 7

Periodo: 2025-10-31 01:27:00 - 2025-10-31 21:59:00

Exposure Days: 1

Trades per Day: 7.00

Avg Duration: 158.86 min

Median Duration: 145.00 min

PERFORMANCE

Total Profit: $1,020.00

Avg Profit: $145.71

Median Profit: $-440.00

Std Profit: $1,697.01

Profit Factor: 1.26

WIN/LOSS

Win Rate: 33.3%

Winners / Losers: 2 / 4 (Ratio: 1:3)

Gross Profit: $5,000.00

Gross Loss: $-3,980.00

Avg Winner: $2,500.00

Avg Loser: $-796.00

Avg Winner / Avg Loser: (Ratio: 1:3.14)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-1,940.00

Sharpe Ratio: 0.09

Sortino Ratio: 0.22

Ulcer Index: 126.85

EXIT REASONS

TARGET exits: 2 (28.6%)

STOP exits: 2 (28.6%)

EOD exits: 1 (14.3%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-2,480.00

Avg P&L: $-620.00

SHORT ENTRIES (SELL)

Total SHORT: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $3,500.00

Avg P&L: $1,166.67

CUMULATIVE P&L